As of right now we have two species of junco in the U.S., both of which occur in Arizona: Dark-eyed (with several subspecies) and Yellow-eyed. This current taxonomic breakdown is a bit controversial among birders. To get an idea about the junco situation, if you are not already aware, check out the ID-Frontiers discussion from a few years ago, sparked by Mark Szantyr and his photos from Connecticut.
In Arizona I observed Yellow-eyed Juncos plus the following forms of Dark-eyed Junco: Oregon, Pink-sided, Gray-headed, Red-backed, and "Cassiar." Cassiar Juncos are intermediate between Oregon of the west and Slate-colored of the east. I'll post images here, form-by-form.
Interestingly, of the dozens of juncos I saw, all but two or three fit neatly into one of the described forms. One of the interesting birds is the Cassiar pictured below, and the other one or two may turn out to be typical first-winter female Oregons once I do some research.
Superficially not very unlike our eastern Slate-colored Junco, this bird differed in having a well-defined dark gray hood, a brownish back, and a hint of color to the gray flanks.
On the Pink-sideds, note the blue-gray hood with paler throat, contrasting dark lores, and extensive pinkish sides.
Intermediate in appearance between Gray-headed and Yellow-eyed. Compared to the Gray-headed above, note the bicolored bill and paler underparts.
Compared to the Red-backed above, note the yellow eye, more extensive red on upperparts (i.e. into the wing), and even paler underparts.
mix of Gray-headed, Oregon, and 2 Yellow-eyed: